Multiple stochastic integrals and “nonpoissonian” transformations of the gamma measure

By Smorodina N.  

Journal of Mathematical Sciences, Vol. 139, Iss. 3, 2006-12 ,pp. : 6608-6624

Springer Publishing Company

Access to resources Recommend Favorite

An estimate about multiple stochastic integrals with respect to a normalized empirical measure

By Major Péter  

Studia Scientiarum Mathematicarum Hungarica, Vol. 42, Iss. 3, 2005-08 ,pp. : 295-312

Akademiai Kiado

Access to resources Recommend Favorite

Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces

By Rüdiger B.   Ziglio G.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 78, Iss. 6, 2006-12 ,pp. : 377-410

Taylor & Francis Ltd

Access to resources Recommend Favorite

A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure

By Hausenblas Erika  

Bit Numerical Mathematics, Vol. 46, Iss. 4, 2006-12 ,pp. : 773-811

Springer Publishing Company

Access to resources Recommend Favorite

Poisson path integrals of the “Riemann kind”

By Frolov S.  

Journal of Mathematical Sciences, Vol. 126, Iss. 1, 2005-03 ,pp. : 1036-1042

Springer Publishing Company

Access to resources Recommend Favorite